chore(pylint): enable return-in-finally and lost-exception
What does this merge request do and why?
All pylint checks except the violated ones were enabled: chore: enable all pylint checks excluding the v... (!846 - merged).
This MR enables return-in-finally and lost-exception pylint checks.
A return statement in a finally block swallows the exception that might have been raised. Let's move return out of the finally block and remove re-raising the error from the except block.